Senior Analyst | Regulatory Capital
Madrid, Spain
• Designing the end-to-end risk management and governance framework for the Area’s risk control management: - Reactive Web Application developed in Shiny R. - Reporting Data processing techniques (Python / R) to simplify and optimize the Capital Reporting to the different units in the Group. - Report automation from Group’s Data Lake (Supra) (ODBC connectors, R – dbconnect) to reduce risks and data analysis improvement• Responsible of Credit Risk COREPs under Standardised Approach and other regulatory exercises as Basel QIS, Stress Test and Credit Risk SREP• Delivering solutions to complex regulatory requirements: Regulatory Risk Assessments, Target Operating Model design and implementation according to CRR regulatory standards